+885.0%
MSFT vs CCL
-42.2%
+927.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.1% |
| 7D | -1.0% | -4.4% | +3.3% | -0.4% |
| 30D | -2.7% | -18.2% | +15.5% | +0.2% |
| 3M | +22.1% | -17.7% | +39.8% | +25.3% |
| 6M | +20.6% | -13.0% | +33.6% | +22.0% |
| YTD | +2.3% | -24.5% | +26.8% | +5.3% |
| 1Y | -0.5% | -26.9% | +26.4% | +2.3% |
| 3Y | +50.5% | +50.8% | -0.2% | +34.9% |
| 5Y | +72.3% | -0.9% | +73.3% | +55.5% |
| 10Y | +885.0% | -41.7% | +926.7% | +919.5% |
| All | +885.0% | -42.2% | +927.2% | +919.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling